+152.9%
FTNT vs WPM
+214.5%
-61.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | +7.1% | -3.6% | +10.6% | +7.2% |
| 30D | -30.9% | +1.4% | -32.3% | -31.0% |
| 3M | -23.1% | -0.2% | -22.9% | -23.4% |
| 6M | +8.1% | -7.3% | +15.4% | +7.9% |
| YTD | +60.2% | +12.3% | +47.9% | +56.2% |
| 1Y | +57.0% | +24.9% | +32.1% | +51.5% |
| 3Y | +152.9% | +210.4% | -57.4% | +122.0% |
| All | +152.9% | +214.5% | -61.6% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WPM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling